King left her talkshow role on the Oprah Winfrey Network to join CBS's new morning show alongside Erica Hill and Charlie Rose last year.
During an appearance on Late Night with Jimmy Fallon on Tuesday (January 31), King was asked about rumours that Winfrey hadn't been happy about her move.
King jokingly replied: "So, her reaction was, 'Bitch, are you crazy?!' No! She definitely didn't say that. I almost think that's what people want. They want her to say, 'How could you? Blah, blah, blah'.
"All kidding aside, of course when it was presented to me... You know you pick up the phone one day and they say, 'We're thinking about it, are you interested?' What do you say? It was beyond exciting."
King added: "Of course I talked to Oprah about it. I said I didn't know and she said, 'It's such an opportunity that if you can work it out, please, you should go'. She was the first one in line."
> Gayle King: 'Oprah Winfrey and I are very different'
Watch Gayle King speaking with Jimmy Fallon below: